Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

DOI10.1007/s10182-020-00379-0zbMath1478.62271OpenAlexW3092441336MaRDI QIDQ2068888

Chenhui Zhang, Kai Yang, Han Li, De-Hui Wang

Publication date: 20 January 2022

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-020-00379-0

zbMATH Keywords

logistic regressionexplanatory variablesrandom coefficients modelsthreshold integer-valued autoregressive models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (7)

Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ A new minification integer‐valued autoregressive process driven by explanatory variables ⋮ A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 ⋮ On MCMC sampling in self-exciting integer-valued threshold time series models ⋮ A new binomial autoregressive process with explanatory variables ⋮ Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis ⋮ On the extremes of the max-INAR(1) process for time series of counts

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